+232.7%
LITE vs AAL
+4.4%
+228.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.3% | -14.2% | -9.0% |
| 7D | -31.4% | +8.3% | -39.8% | -32.7% |
| 30D | -42.6% | +6.2% | -48.8% | -43.4% |
| 3M | -26.2% | -17.7% | -8.5% | -22.8% |
| 6M | -35.8% | +15.4% | -51.2% | -39.5% |
| YTD | +70.0% | -11.1% | +81.1% | +70.6% |
| 1Y | +232.7% | +7.7% | +225.0% | +163.5% |
| All | +232.7% | +4.4% | +228.4% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling